Can energy commodities hedge EU emission allowance futures? Evidence from time-varying copulas using mixture marginal distributions

Finance research letters 2026

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Authors: Song Lin Shi, Xinyu Wang

DOI: 10.1016/j.frl.2026.109493

Cited by: 0

References: 37

Fields of Study & Subjects

Market Dynamics and Volatility Financial Risk and Volatility Modeling Sustainable Finance and Green Bonds

References 37